+57.2%
COP vs P
+10.7%
+46.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.3% | -7.6% | -1.2% |
| 7D | -8.4% | -9.6% | +1.2% | -8.6% |
| 30D | +0.3% | -33.4% | +33.7% | -1.0% |
| 3M | +15.1% | +14.2% | +0.9% | +16.2% |
| 6M | +19.8% | +31.6% | -11.8% | +22.4% |
| YTD | +46.8% | +53.5% | -6.7% | +51.8% |
| All | +57.2% | +10.7% | +46.5% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling